The EaR model and the expanded VaR model : an application to bond portfolios

CiNii Available at 6 libraries

Bibliographic Information

Title
"The EaR model and the expanded VaR model : an application to bond portfolios"
Statement of Responsibility
Shigeru Yoshifuji
Publisher
  • Bank of Japan. Institute for Monetary and Economic Studies
Publication Year
  • 1997
Book size
30 cm

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Details 詳細情報について

  • CRID
    1130282272978406656
  • NII Book ID
    BA33169860
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Data Source
    • CiNii Books
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